-6.1%
CI vs FANG
+52.7%
-58.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | -0.1% |
| 7D | -0.1% | +2.9% | -3.0% | 0.0% |
| 30D | +1.8% | +2.6% | -0.8% | +1.8% |
| 3M | -4.2% | +7.6% | -11.8% | -4.3% |
| 6M | +8.8% | +17.3% | -8.5% | +8.3% |
| YTD | +3.7% | +38.7% | -34.9% | +2.4% |
| 1Y | -6.1% | +51.6% | -57.8% | -9.7% |
| All | -6.1% | +52.7% | -58.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling